Work

Option pricing in the Heston model with physics inspired neural networks

Year: 2024

Type: article

Source: Annals of Finance

DOI: 10.1007/s10436-024-00452-7

Authors: Donatien Hainaut, Alex Casas

Institution: UCLouvain

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Fonds De La Recherche Scientifique - FNRS

Award: G6312143688

OpenAlex ID: W4392886680

FWCI: 7.494

Cites: 27

Cited by: 21

Related to: 10